Wellesley Asset Management

Holdings History for PENNYMAC CORP - NOTE 5.375% 5/0

Investment type: Debt / NOTE 5.375% 5/0

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Dec 2019		-0.36%	$0	0	-5,218	-100%		Q4 2019
30 Sep 2019	0.36%	-0.37%	$5,277	5,218	-5,369	-51%	101.13%	Q3 2019
30 Jun 2019	0.73%	-0.27%	$10,738	10,587	-4,002	-27%	101.43%	Q2 2019
31 Mar 2019	1%	-0.88%	$14,656	14,589	-12,517	-46%	100.46%	Q1 2019
31 Dec 2018	0%	-0%	$26,940	27,106	-9,516	-26%	99.39%	Q4 2018
30 Sep 2018	2.3%	-1%	$36,570	36,622	-16,817	-31%	99.86%	Q3 2018
30 Jun 2018	3.2%	-0.17%	$53,699	53,439	-2,800	-5%	100.49%	Q2 2018
31 Mar 2018	3%	-0.05%	$56,450	56,239	-961	-1.7%	100.38%	Q1 2018
31 Dec 2017	3%	-0.05%	$56,592	57,200	-958	-1.6%	98.94%	Q4 2017
30 Sep 2017	3.1%	-0.6%	$57,795	58,158	-11,210	-16%	99.38%	Q3 2017
30 Jun 2017	3.6%	-0.1%	$68,731	69,368	-2,003	-2.8%	99.08%	Q2 2017
31 Mar 2017	3.6%	-0.06%	$69,765	71,371	-1,259	-1.7%	97.75%	Q1 2017
31 Dec 2016	0.02%	+0%	$70,134	72,630	+7,284	+11%	96.56%	Q4 2016
30 Sep 2016	0.01%	+0%	$62,977	65,346	+66	+0.1%	96.37%	Q3 2016
30 Jun 2016	0.02%	+0%	$61,567	65,280	+5,062	+8.4%	94.31%	Q2 2016
31 Mar 2016	0.02%	+0%	$54,347	60,218	+678	+1.1%	90.25%	Q1 2016
31 Dec 2015	3.1%	+0.14%	$55,372	59,540	+2,651	+4.7%	93.0%	Q4 2015
30 Sep 2015	3.1%	+0.75%	$52,686	56,889	+13,895	+32%	92.61%	Q3 2015
30 Jun 2015	2.4%	-0.25%	$40,979	42,994	-4,580	-9.6%	95.31%	Q2 2015
31 Mar 2015	2.8%	-0.04%	$46,936	47,574	-632	-1.3%	98.66%	Q1 2015
31 Dec 2014	0.01%	+0%	$46,575	48,206	+8,527	+21%	96.62%	Q4 2014
30 Sep 2014	2.5%	+0.2%	$39,647	39,679	+3,203	+8.8%	99.92%	Q3 2014
30 Jun 2014	2.3%	+2.3%	$36,294	36,476	+36,476	NEW	99.5%	Q2 2014

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.